Hizaoui

Halim Hizaoui is an engineer-student at ENSTA Paris on a double-diploma course, ENSA-ENIT (Ecole nationale d’ingénieurs de Tunis). He is passionate about finance and machine learning.

He will be developing a supervised classification method, inspired by the DDaplha classifier (R-package ddalpha). The DDalpha classifier is based on data depth and the alpha-procedure. It offers the benefits of a being non-parametric, fast and robust. The alpha-procedure is an iterative heuristic procedure which results in a discrete space of relevant variables. Function loss optimization takes less computing time thanks to its recursive nature.  The combination of data depth and the alpha-procedure provides promising results, which warrant further development of this method on the heuristics side. The internship will therefore focus on research on the alpha-procedure. Real and synthetic databases will be tested in order to establish the optimal parameters for each configuration and aid decision-making when selecting these parameters. Halim will be supervised by Pavlo Mozharovskyi, associate professor at Télécom Paris.